+80.9%
CMS vs TENB
+1.3%
+79.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | +0.2% | -1.7% | +1.8% | +0.2% |
| 30D | -1.3% | -8.3% | +7.0% | -1.0% |
| 3M | -5.4% | +26.2% | -31.5% | -7.0% |
| 6M | -10.3% | +60.2% | -70.5% | -13.4% |
| YTD | -0.2% | +43.1% | -43.3% | -3.1% |
| 1Y | -0.9% | +9.4% | -10.2% | -2.0% |
| 3Y | +34.0% | -23.9% | +57.8% | +34.6% |
| 5Y | +23.6% | -28.2% | +51.8% | +21.4% |
| All | +80.9% | +1.3% | +79.6% | +57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TENB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling